Von Neumann Stability Analysis
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High Quality Content by WIKIPEDIA articles! In numerical analysis, von Neumann stability analysis (also known as Fourier stability analysis) is a procedure used to check the stability of finite difference schemes as applied to linear partial differential equations. The analysis is based on the Fourier decomposition of numerical error and was developed at Los Alamos National Laboratory after having been briefly described in a 1947 article by British researchers Crank and Nicolson. Later, it was also published in an article co-authored by von Neumann. The stability of numerical schemes is closel...
High Quality Content by WIKIPEDIA articles! In numerical analysis, von Neumann stability analysis (also known as Fourier stability analysis) is a procedure used to check the stability of finite difference schemes as applied to linear partial differential equations. The analysis is based on the Fourier decomposition of numerical error and was developed at Los Alamos National Laboratory after having been briefly described in a 1947 article by British researchers Crank and Nicolson. Later, it was also published in an article co-authored by von Neumann. The stability of numerical schemes is closely associated with numerical error. A finite difference scheme is stable if the errors made at one time step of the calculation do not cause the errors to increase as the computations are continued. A neutrally stable scheme is one in which errors remain constant as the computations are carried forward. If the errors decay and eventually damp out, the numerical scheme is said to be stable. If, on the contrary, the errors grow with time the solution diverges and thus the numerical is said to be unstable.
